These are my thoughts.
If your taking a 3 or 4 day cruise, why get off the ship in the Bahamas at all? Most of what the over priced and somewhat shady shore excursions offer can be done on your last day at
Castaway Cay, or here in Orlando, under the watchful and trustful eye of Disney. I'm not saying anything bad about the Bahamas or their people, but when you pull into dock in the morning look around, that's what it is! (Hint #1, get up early and grab a coffee and watch the ship dock in Nassau! It turns on a dime! It really is something to see!) There are casinos, and if you two want some down time swing by the day care, and trust me your kids will be in the day care, and let them know you are going to leave the ship for a few hours to tour a hotel (Gamble!)
(Hint #2, make sure the girls get a tour of the "kids daycare" for their age group. They really do think they are on vacation from you, and you will have to beg them to come to dinner with you! Disney has an awsome kids program!)
Disney has plenty to offer on board to keep you and your kids occupied during a day in the Bahamas! (Hint #3 Everyone else leaves the ship, leaving you alone with all of the crew! Great service on those days!)
Your last day will be spent at Castaway Cay, the girls can get their hair braided, pet stingrays, snorkel, and do "Kids activities" all under the supervision of Disney!
If you do decide to get off the ship I don't think you will have any problems. Heck give
DCL a call, they will have answers for you if there have been any issues. I'm sure your not the first to do this!
Now...... how excited are you?